Covariance function of vector self-similar process

v1v2 (latest)

Covariance function of vector self-similar process

24 June 2009

ArXiv (abs)PDF HTML

Papers citing "Covariance function of vector self-similar process"

5 / 5 papers shown

Title
Distance covariance for stochastic processes Muneya Matsui T. Mikosch G. Samorodnitsky 30 10 0 30 Mar 2017
Identification of the Multivariate Fractional Brownian Motion P. Amblard Jean‐François Coeurjolly 80 61 0 14 Feb 2011
$Wavelet analysis of the multivariate fractional Brownian motion$ Wavelet analysis of the multivariate fractional Brownian motion Jean‐François Coeurjolly P. Amblard S. Achard 99 32 0 13 Jul 2010
Basic properties of the Multivariate Fractional Brownian Motion P. Amblard Jean‐François Coeurjolly F. Lavancier A. Philippe 102 68 0 06 Jul 2010
A two-sample test for comparison of long memory parameters F. Lavancier A. Philippe D. Surgailis 97 23 0 10 Jul 2009